Hello,
I am trying to tune CPLEX parameters for a large-scale problem (> 1 million constraints). If I provide a feasible initial point, CPLEX is able to find the optimal solution in about 5 minutes, but without a proper inicialization, it couldn’t find even a feasible solution in one hour.
The problem is that even though I have the option “mipstart=1” in the cplex.op2 file (the file with parameters that are not to be modified by the tuning algorithm), the initial values seem to be ignored. I’ve tried adding “mipstart = 1” to the cplex.opt file containing the options for the tuning process, but it didn’t help either.
Is there something wrong with my approach or is the option to consider user-provided initial conditions incompatible with the tuning tool?